DNS stands for Domain Name System and simply put, it is how the human friendly addresses for the websites you use every day are managed and translated into machine friendly IP addresses.
For example, google.com is simply the domain name that points to a vast network of servers and IPs that deliver content to people all over the world, without the need for each person having to remember a specific IP address that would be optimal for their region.
DNS is essentially a phonebook for the internet. Each domain must resolve to an IP address, and a DNS server is what does that job as it tells your device what the IP address of a domain is. Without DNS, your only way to connect to the internet would be through direct IPs.
DNS is used by all devices and is usually set automatically. Anything on your network will likely use your ISP as the DNS server. If you connect your device to the VPN, then all your DNS queries will go through our VPN server so that your ISP or network administrator doesn't know what sites you are visiting.
Having your DNS queries go through our VPN also gives us the ability to implement domain blocking for ads, trackers, malware and more. If your computer makes a request to some domain like 'malware-download.viruswebsite.com', then our VPN server will see this request and instead of returning the IP of the website and exposing you to the malware, we will instead send back a null IP (0.0.0.0) so that your device thinks the domain doesn't exist.